You could write your own class to wrap needed API for NT Service. MFC didn't have class directly support to create a NT Service program.
Codeguru has some class for NT Service:
http://codeguru.developer.com/system/index.shtml

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As more and more people are shifting to the latest .Net frameworks, the windows presentation framework is gaining importance by the day. Many people are now turning to WPF controls to provide a rich user experience. I have been using WPF controls fo…

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A brief on problem:
Lets take example problem for simplicity:
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